Git: Merge a Remote branch locally

You can reference those remote tracking branches ~(listed with git branch -r) with the name of their remote.

You need to fetch the remote branch:

git fetch origin aRemoteBranch

If you want to merge one of those remote branches on your local branch:

git checkout aLocalBranch
git merge origin/aRemoteBranch

Note 1: For a large repo with a long history, you will want to add the --depth=1 option when you use git fetch.

Note 2: These commands also work with other remote repos so you can setup an origin and an upstream if you are working on a fork.

Note 3: user3265569 suggests the following alias in the comments:

From aLocalBranch, run git combine remoteBranch
Alias:

combine = !git fetch origin ${1} && git merge origin/${1}

Opposite scenario: If you want to merge one of your local branch on a remote branch (as opposed to a remote branch to a local one, as shown above), you need to create a new local branch on top of said remote branch first:

git checkout -b myBranch origin/aBranch
git merge anotherLocalBranch

The idea here, is to merge “one of your local branch” (here anotherLocalBranch) to a remote branch (origin/aBranch).
For that, you create first “myBranch” as representing that remote branch: that is the git checkout -b myBranch origin/aBranch part.
And then you can merge anotherLocalBranch to it (to myBranch).